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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data

21 Jun 2023 RDP 2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
Given the stock of variable-rate loans is larger than the flow, lower interest rates are expected to lower provisions. ... With lower short-term interest rates compressing NIMs, banks reacted by increasing loan volumes, which were funded at the MRO rate.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html

Overview of the Data and Methodology

21 Jun 2023 RDP 2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
In contrast to previous research, we also permit country-specific thresholds for what are considered low interest rate episodes and identify these from the history of short-term interest rates within ... Country-specific thresholds ensure there is
https://www.rba.gov.au/publications/rdp/2023/2023-05/overview-of-the-data-and-methodology.html